Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127711.098 | 81774.928 | 45936.17 | 56494.4207 | 16587.2597 | 39907.161 |
Total P&L (%) | 127.7111 | 81.7749 | 45.9362 | 56.4944 | 16.5873 | 39.9072 |
Avg Daily Profit (%) | 0.2213 | 0.1417 | 0.0796 | 0.0776 | 0.0266 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66659 | -52225 | -54288 | -88552 | -55562 | -61638 |
Profit Factor | 1.4045 | 1.5042 | 1.2993 | 1.1658 | 1.091 | 1.252 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 54.023 | 43.1818 | 65.1163 | 54.023 | 43.1818 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.1954 | 1.9792 | 0.696 | 0.9922 | 1.4355 | 0.6707 |
Largest Winning Trade | 72453 | 72453 | 30984 | 58588 | 58588 | 41603 |
Largest Losing Trade | -29081 | -22268 | -29081 | -37185 | -27122 | -37185 |
Avg Bars in Trades | 152 | 145 | 159 | 152 | 145 | 159 |
Avg Bars in Winners | 153 | 153 | 153 | 153 | 153 | 153 |
Avg Bars in Losers | 151 | 140 | 169 | 151 | 140 | 169 |
Bars Traded | 13267 | 6422 | 6844 | 13267 | 6422 | 6844 |
Profit Streak | 0 | 0 | 506.0999 | 0 | 0 | 506.0999 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320022 | -4406 | -87373 | -129607 | -289931 | -116722 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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